Merval Uptrend Replay (2016-04-07 to 2016-04-21)
Replay 30 daily bars of Argentina's Merval from March to May 2016, including a 10.0% drawdown, and step through 7 decision points with simulated capital only. Make choices day by day, then receive an AI coach review of your reasoning.
30 daily bars · 7 decision points · 2016-03 to 2016-05 · Stocks
Key facts
This window spans 43 days with a peak-to-trough drawdown of 10.0% and a 17.4% run-up.
- Max drawdown
- −10.0%
- Max run-up
- +17.4%
- Duration
- 43 days
- Largest single-day move
- +5.0%
- Bars
- 30 Daily bars
- Decision points
- 7
Every figure above is computed programmatically from this replay’s own candle series — no editorial input, no LLM. Methodology: Methodology
The market advances day by day. You only see candles up to the current day — as if you were really there.
At key decision points choose Buy / Trim / Exit / Hold. Each decision advances the timeline by one day.
After settlement you get a six-dimension score and an AI coach review. Your result enters the scenario leaderboard.
Event Replay
What happened — and what it teaches
The Merval, Argentina's principal equity index, presented traders with a demanding replay scenario spanning the spring of 2016. Over 30 daily bars from late March through early May, participants navigated a market that initially retreated before staging a modest recovery. The replay placed particular emphasis on volatility management, as participants confronted a 10.0% drawdown—the deepest point at which unrealized losses peaked—while also wrestling with a 5.0% single-session swing, the period's most violent price concussion.
The index closed the replay window at 13220, having risen from an opening level of 12926—a nominal advance of 2.3%. Yet this aggregate gain concealed substantial turbulence. Seven discrete decision points punctuated the replay, of which three were flagged as critical junctures demanding heightened analytical engagement. The sequence tested whether participants could maintain discipline through extended drawdowns, resist premature abandonment of positions, and calibrate exposure when intraday volatility accelerated.
The Merval replay underscores several lessons germane to process-driven decision making. First, aggregate returns tell an incomplete story; the quality of decisions is revealed by how one behaves during maximum stress, not by final prices alone. Second, a 10.0% drawdown serves as a natural laboratory for examining risk tolerance and position management without the confounding variable of real capital at risk. Third, the three critical decision points illustrate that not all moments carry equal weight—developing the discipline to identify and prepare for high-consequence inflection points separates systematic learners from passive observers of price action.